+221.4%
XEL vs VTEB
+25.5%
+195.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.3% |
| 7D | -0.3% | -0.9% | +0.6% | +0.7% |
| 30D | -3.9% | -2.5% | -1.4% | -1.3% |
| 3M | -2.8% | -3.0% | +0.2% | +0.4% |
| 6M | -5.4% | -2.1% | -3.3% | -3.2% |
| YTD | +3.8% | -1.5% | +5.2% | +5.5% |
| 1Y | +6.8% | +0.2% | +6.7% | +6.7% |
| 3Y | +45.6% | +8.6% | +37.0% | +33.2% |
| 5Y | +30.7% | +1.2% | +29.5% | +28.6% |
| 10Y | +151.7% | +18.1% | +133.6% | +112.2% |
| All | +221.4% | +25.5% | +195.9% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VTEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling